IpDefaultIterateInitializer.hpp

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// Copyright (C) 2004, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpDefaultIterateInitializer.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter              IBM    2004-09-24

#ifndef __IPDEFAULTITERATEINITIALIZER_HPP__
#define __IPDEFAULTITERATEINITIALIZER_HPP__

#include "IpIterateInitializer.hpp"
#include "IpEqMultCalculator.hpp"
#include "IpAugSystemSolver.hpp"

namespace Ipopt
{

  class DefaultIterateInitializer: public IterateInitializer
  {
  public:
    DefaultIterateInitializer
    (const SmartPtr<EqMultiplierCalculator>& eq_mult_calculator,
     const SmartPtr<IterateInitializer>& warm_start_initializer,
     const SmartPtr<AugSystemSolver> aug_system_solver = NULL);

    virtual ~DefaultIterateInitializer()
    {}

    virtual bool InitializeImpl(const OptionsList& options,
                                const std::string& prefix);

    virtual bool SetInitialIterates();

    static void push_variables(const Journalist& jnlst,
                               Number bound_push,
                               Number bound_frac,
                               std::string name,
                               const Vector& orig_x,
                               SmartPtr<const Vector>& new_x,
                               const Vector& x_L,
                               const Vector& x_U,
                               const Matrix& Px_L,
                               const Matrix& Px_U);

    static void least_square_mults(const Journalist& jnlst,
                                   IpoptNLP& ip_nlp,
                                   IpoptData& ip_data,
                                   IpoptCalculatedQuantities& ip_cq,
                                   const SmartPtr<EqMultiplierCalculator>& eq_mult_calculator,
                                   Number constr_mult_init_max);


    static void RegisterOptions(SmartPtr<RegisteredOptions> reg_options);

    enum BoundMultInitMethod
    {
      B_CONSTANT=0,
      B_MU_BASED
    };
  private:
    DefaultIterateInitializer();

    DefaultIterateInitializer(const DefaultIterateInitializer&);

    void operator=(const DefaultIterateInitializer&);

    Number bound_push_;
    Number bound_frac_;
    Number slack_bound_push_;
    Number slack_bound_frac_;

    Number constr_mult_init_max_;
    Number bound_mult_init_val_;
    bool warm_start_init_point_;
    bool least_square_init_primal_;
    bool least_square_init_duals_;
    BoundMultInitMethod bound_mult_init_method_;
    Number mu_init_;

    SmartPtr<EqMultiplierCalculator> eq_mult_calculator_;

    SmartPtr<IterateInitializer> warm_start_initializer_;

    SmartPtr<AugSystemSolver> aug_system_solver_;

    bool CalculateLeastSquarePrimals(Vector& x_ls, Vector& s_ls);

    bool CalculateLeastSquareDuals(Vector& zL_new, Vector& zU_new,
                                   Vector& vL_new, Vector& vU_new,
                                   Vector& yc_new, Vector& yd_new);

  };

} // namespace Ipopt

#endif